"He texted me today just to say, 'Hey, congrats babe! Saw that it's all out now…' " Hough, 26, told PEOPLE Thursday of the reaction from big brother Derek, 29, who is a pro dancer on the show.

Asked if he made any jokes or showed any nerves about being judged on TV by a family member, she said with a laugh, "Honestly, no!"

"It's all supportive. It's all in good fun," Hough said at the Heineken U.S. Open Kickoff Party at the Dream Downtown hotel in New York. "At the end of the day, we're all pretty lucky we get to do the show. It's not a have-to or a super competitive thing where it's life or death. This is fun."

In fact, the reaction has been warm all around.

"The support has been amazing," she said. "Obviously, the people who have followed me from day one have been supportive from day one. I'm just really excited. I feel like this is a fun opportunity for me to pursue what I want to do, which is acting and singing."